E-mini NASDAQ-100 Future June 2022

Trading Metrics calculated at close of trading on 27-May-2022

Day Change Summary
	Previous	Current
	26-May-2022	27-May-2022	Change	Change %	Previous Week
Open	11,887.50	12,250.00	362.50	3.0%	11,866.00
High	12,343.00	12,720.25	377.25	3.1%	12,720.25
Low	11,848.25	12,222.00	373.75	3.2%	11,576.25
Close	12,279.25	12,677.75	398.50	3.2%	12,677.75
Range	494.75	498.25	3.50	0.7%	1,144.00
ATR	462.77	465.31	2.53	0.5%	0.00
Volume	611,884	615,992	4,108	0.7%	3,276,614

Daily Pivots for day following 27-May-2022
	Classic	Woodie	Camarilla	DeMark
R4	14,034.75	13,854.50	12,951.75
R3	13,536.50	13,356.25	12,814.75
R2	13,038.25	13,038.25	12,769.00
R1	12,858.00	12,858.00	12,723.50	12,948.00
PP	12,540.00	12,540.00	12,540.00	12,585.00
S1	12,359.75	12,359.75	12,632.00	12,450.00
S2	12,041.75	12,041.75	12,586.50
S3	11,543.50	11,861.50	12,540.75
S4	11,045.25	11,363.25	12,403.75

Weekly Pivots for week ending 27-May-2022
	Classic	Woodie	Camarilla	DeMark
R4	15,756.75	15,361.25	13,307.00
R3	14,612.75	14,217.25	12,992.25
R2	13,468.75	13,468.75	12,887.50
R1	13,073.25	13,073.25	12,782.50	13,271.00
PP	12,324.75	12,324.75	12,324.75	12,423.50
S1	11,929.25	11,929.25	12,573.00	12,127.00
S2	11,180.75	11,180.75	12,468.00
S3	10,036.75	10,785.25	12,363.25
S4	8,892.75	9,641.25	12,048.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	12,720.25	11,576.25	1,144.00	9.0%	398.00	3.1%	96%	True	False	655,322
10	12,720.25	11,491.25	1,229.00	9.7%	435.25	3.4%	97%	True	False	692,345
20	13,555.25	11,491.25	2,064.00	16.3%	470.75	3.7%	57%	False	False	743,012
40	15,198.00	11,491.25	3,706.75	29.2%	447.00	3.5%	32%	False	False	693,122
60	15,268.75	11,491.25	3,777.50	29.8%	435.25	3.4%	31%	False	False	599,246
80	15,268.75	11,491.25	3,777.50	29.8%	439.25	3.5%	31%	False	False	449,986
100	16,257.50	11,491.25	4,766.25	37.6%	449.00	3.5%	25%	False	False	360,411
120	16,654.00	11,491.25	5,162.75	40.7%	425.25	3.4%	23%	False	False	300,415

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	77.03
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	14,837.75
2.618	14,024.75
1.618	13,526.50
1.000	13,218.50
0.618	13,028.25
HIGH	12,720.25
0.618	12,530.00
0.500	12,471.00
0.382	12,412.25
LOW	12,222.00
0.618	11,914.00
1.000	11,723.75
1.618	11,415.75
2.618	10,917.50
4.250	10,104.50

Fisher Pivots for day following 27-May-2022
Pivot	1 day	3 day
R1	12,609.00	12,517.25
PP	12,540.00	12,356.75
S1	12,471.00	12,196.00

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

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